Determination of the order of a Markov chain by Akaike's information criterion

DOI10.2307/3212863zbMath0314.62038WikidataQ100375907 ScholiaQ100375907MaRDI QIDQ4074265

Howell Tong

Publication date: 1975

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212863

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62M05: Markov processes: estimation; hidden Markov models

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

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